Ann. Appl. Probab., Tome 9 (1999)

Sommaire du Fascicule no. 1

Comparing eigenvalue bounds for Markov chains: when does Poincaré beat Cheeger?

Fulman, Jason ; Wilmer, Elizabeth L.

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p. 1-13

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Log-Sobolev inequalities and sampling from log-concave distributions

Frieze, Alan ; Kannan, Ravi

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p. 14-26

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Asymptotics for the length of a minimal triangulation on a random sample

Yukich, J. E.

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p. 27-45

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Bilinear stochastic systems with fractional Brownian motion input

Iglói, E. ; Terdik, Gy.

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p. 46-77

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Smoluchowski's coagulation equation: uniqueness, nonuniqueness and a hydrodynamic limit for the stochastic coalescent

Norris, James R.

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p. 78-109

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Asymptotics of first passage times for random walk in an orthant

McDonald, D. R.

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p. 110-145

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Limit theorems for quadratic forms with applications to Whittle's estimate

Horváth, Lajos ; Shao, Qi-Man

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p. 146-187

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Control and stopping of a diffusion process on an interval

Karatzas, Ioannis ; Sudderth, William D.

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p. 188-196

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Tree and forest weights and their application to nonuniform random graphs

Jones, Brian D. ; Pittel, Boris G. ; Verducci, Joseph S.

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p. 197-215

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Stochastic approximation algorithms with constant step size whose average is cooperative

Benaïm, Michel ; Hirsch, Morris W.

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p. 216-241

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Predicting random fields with increasing dense observations

Stein, Michael L.

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p. 242-273

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Central limit theorem for nonlinear filtering and interacting particle systems

Del Moral, P. ; Guionnet, A.

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p. 275-297

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Smooth density field of catalytic super-Brownian motion

Fleischmann, Klaus ; Klenke, Achim

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p. 298-318

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A stochastic spatial process to model the persistence of sickle-cell disease

Cox, J. Theodore ; Schinazi, Rinaldo B.

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p. 319-330

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The two-stage contact process

Krone, Stephen M.

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p. 331-351

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How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails

Heath, David ; Resnick, Sidney ; Samorodnitsky, Gennady

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p. 352-375

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Consistency of the Takens estimator for the correlation dimension

Borovkova, S. ; Burton, R. ; Dehling, H.

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p. 376-390

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Adaptive importance sampling on discrete Markov chains

Kollman, Craig ; Baggerly, Keith ; Cox, Dennis ; Picard, Rick

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p. 391-412

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The asymptotics of waiting times between stationary processes, allowing distortion

Dembo, Amir ; Kontoyiannis, Ioannis

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p. 413-429

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Asymptotic approximation of the move-to-front search cost distribution and least-recently used caching fault probabilities

Jelenković, Predrag R.

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p. 430-464

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Poisson approximation in connection with clustering of random points

Månsson, Marianne

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p. 465-492

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Saddlepoint approximations to option prices

Rogers, L. C. G. ; Zane, O.

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p. 493-503

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Pricing contingent claims on stocks driven by Lévy processes

Chan, Terence

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p. 504-528

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Completeness of securities market models--an operator point of view

Bättig, Robert

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p. 529-566

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The ages of mutations in gene trees

Griffiths, R. C. ; Tavaré, Simon

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p. 567-590

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Turbulent diffusion in Markovian flows

Fannjiang, Albert ; Komorowski, Tomasz

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p. 591-610

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A remark on random perturbations of the nonlinear pendulum

Freidlin, Mark ; Weber, Matthias

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p. 611-628

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Stochastic calculus for Brownian motion on a Brownian fracture

Khoshnevisan, Davar ; Lewis, Thomas M.

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p. 629-667

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A heteropolymer near a linear interface

Biskup, Marek ; den Hollander, Frank

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p. 668-687

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Stochastic Euler equations on the torus

Capiński, Marek ; Cutland, Nigel J.

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p. 688-705

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Large deviations and Young measures for a Poissonian model of biphased material

Piau, Didier

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p. 706-718

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Probabilistic methods for a linear reaction-hyperbolic system with constant coefficients

Brooks, Elizabeth A.

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p. 719-731

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Simulation of a space-time bounded diffusion

Milstein, G. N. ; Tretyakov, M. V.

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p. 732-779

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